+36.6%
DIS vs GSK
+101.6%
-65.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.4% |
| 7D | +5.3% | +4.9% | +0.4% | +3.9% |
| 30D | +10.2% | +10.8% | -0.6% | +7.1% |
| 3M | +13.5% | -1.8% | +15.3% | +13.9% |
| 6M | +11.1% | +4.1% | +7.0% | +9.7% |
| YTD | +5.5% | +7.9% | -2.4% | +2.9% |
| 1Y | +9.1% | +14.4% | -5.3% | +4.7% |
| 3Y | +36.0% | +68.1% | -32.1% | +13.0% |
| 5Y | -29.8% | +47.7% | -77.5% | -40.0% |
| 10Y | +36.6% | +100.5% | -63.9% | +5.0% |
| All | +36.6% | +101.6% | -65.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling